Lyapunov Functionals and Stability of Stochastic Difference Equations

by Leonid Shaikhet

Overview

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional.
Lyapunov Functionals and Stability of Shastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time shastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues.
The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for shastic difference equations with constant coefficients. Results are then discussed for shastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator–prey relationships.
Lyapunov Functionals and Stability of Shastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.

Product Details

ISBN-13:	9780857296849
Publisher:	Springer London
Publication date:	06/09/2011
Edition description:	2011
Pages:	370
Product dimensions:	6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Lyapunov-type Theorems and Procedure for Lyapunov Functional Construction.- Illustrative Example.- Linear Equations with Stationary Coefficients.- Linear Equations with Nonstationary Coefficients.- Some Peculiarities of the Method.- Systems of Linear Equations with Varying Delays.- Nonlinear Systems.- Volterra Equations of the Second Type.- Difference Equations with Continuous Time.- Difference Equations as Difference Analogues of Differential Equations.

Editorial Reviews

From the reviews:

“This highly recommendable monograph is devoted to the qualitative study of shastic difference equations with respect to boundedness and asymptotic stability. … the author cites numerous references, making the book a valuable contribution in the area of shastic dynamical systems. … well written by a true expert in the field and achieves its goal of making the general idea of Lyapunov functionals more accessible to a larger audience. Thus, its value will be appreciated even more by mathematicians and researchers in engineering and physics.” (Henri Schurz, Mathematical Reviews, November, 2013)

“The book presents general method of construction of Lyapunov functionals for investigating stability of shastic difference equations. … The book is primarily addressed to mathematicians, experts in stability theory, and professionals in control engineering.” (Zygmunt Hasiewicz, Zentralblatt MATH, Vol. 1255, 2013)

From the Publisher